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[--[65.84.65.76]--]
TATACHEM
Tata Chemicals Ltd

1045.1 -23.15 (-2.17%)

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Historical option data for TATACHEM

21 Nov 2024 04:12 PM IST
TATACHEM 28NOV2024 1000 CE
Delta: 0.75
Vega: 0.46
Theta: -1.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1045.10 60.4 -17.50 53.53 31 2 57
20 Nov 1068.25 77.9 0.00 53.17 21 0 54
19 Nov 1068.25 77.9 13.35 53.17 21 -1 54
18 Nov 1058.95 64.55 0.30 28.44 64 0 51
14 Nov 1058.55 64.25 8.25 21.54 112 21 52
13 Nov 1041.15 56 -22.05 26.10 79 5 30
12 Nov 1072.35 78.05 -21.95 31.09 20 -1 25
11 Nov 1096.55 100 -15.15 21.50 7 0 27
8 Nov 1101.50 115.15 -27.55 41.81 4 0 27
7 Nov 1120.25 142.7 0.00 0.00 0 0 0
6 Nov 1150.55 142.7 0.00 0.00 0 0 0
5 Nov 1129.80 142.7 13.60 45.23 1 0 27
4 Nov 1125.75 129.1 -19.10 - 7 0 27
1 Nov 1154.75 148.2 0.00 0.00 0 0 0
31 Oct 1148.90 148.2 0.00 - 0 16 0
30 Oct 1131.75 148.2 37.20 - 38 16 27
29 Oct 1096.20 111 0.00 - 2 0 9
28 Oct 1091.65 111 13.45 - 8 4 5
25 Oct 1064.75 97.55 -34.45 - 2 0 1
24 Oct 1107.25 132 2.00 - 1 0 1
23 Oct 1124.85 130 0.00 - 0 1 0
22 Oct 1143.30 130 2.80 - 1 0 0
21 Oct 1189.00 127.2 0.00 - 0 0 0
18 Oct 1088.10 127.2 0.00 - 0 0 0
17 Oct 1073.85 127.2 0.00 - 0 0 0
16 Oct 1100.35 127.2 0.00 - 0 0 0
15 Oct 1099.00 127.2 0.00 - 0 0 0
14 Oct 1104.50 127.2 0.00 - 0 0 0
11 Oct 1183.10 127.2 0.00 - 0 0 0
10 Oct 1151.20 127.2 0.00 - 0 0 0
9 Oct 1105.35 127.2 0.00 - 0 0 0
8 Oct 1085.70 127.2 0.00 - 0 0 0
7 Oct 1077.65 127.2 0.00 - 0 0 0
4 Oct 1128.65 127.2 0.00 - 0 0 0
3 Oct 1133.05 127.2 0.00 - 0 0 0
1 Oct 1132.60 127.2 -7.20 - 2 1 1
30 Sept 1091.10 134.4 0.00 - 0 0 0
27 Sept 1067.20 134.4 0.00 - 0 0 0
26 Sept 1054.45 134.4 0.00 - 0 0 0
23 Sept 1034.10 134.4 0.00 - 0 0 0
20 Sept 1025.70 134.4 0.00 - 0 0 0
19 Sept 1022.50 134.4 134.40 - 0 0 0
10 Sept 1062.85 0 0.00 - 0 0 0
6 Sept 1056.65 0 0.00 - 0 0 0
5 Sept 1081.25 0 0.00 - 0 0 0
2 Sept 1084.15 0 - 0 0 0


For Tata Chemicals Ltd - strike price 1000 expiring on 28NOV2024

Delta for 1000 CE is 0.75

Historical price for 1000 CE is as follows

On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 60.4, which was -17.50 lower than the previous day. The implied volatity was 53.53, the open interest changed by 2 which increased total open position to 57


On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 77.9, which was 0.00 lower than the previous day. The implied volatity was 53.17, the open interest changed by 0 which decreased total open position to 54


On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 77.9, which was 13.35 higher than the previous day. The implied volatity was 53.17, the open interest changed by -1 which decreased total open position to 54


On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 64.55, which was 0.30 higher than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 51


On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 64.25, which was 8.25 higher than the previous day. The implied volatity was 21.54, the open interest changed by 21 which increased total open position to 52


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 56, which was -22.05 lower than the previous day. The implied volatity was 26.10, the open interest changed by 5 which increased total open position to 30


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 78.05, which was -21.95 lower than the previous day. The implied volatity was 31.09, the open interest changed by -1 which decreased total open position to 25


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 100, which was -15.15 lower than the previous day. The implied volatity was 21.50, the open interest changed by 0 which decreased total open position to 27


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 115.15, which was -27.55 lower than the previous day. The implied volatity was 41.81, the open interest changed by 0 which decreased total open position to 27


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 142.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 142.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 142.7, which was 13.60 higher than the previous day. The implied volatity was 45.23, the open interest changed by 0 which decreased total open position to 27


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 129.1, which was -19.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 148.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 148.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TATACHEM was trading at 1131.75. The strike last trading price was 148.2, which was 37.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATACHEM was trading at 1096.20. The strike last trading price was 111, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 111, which was 13.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct TATACHEM was trading at 1064.75. The strike last trading price was 97.55, which was -34.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct TATACHEM was trading at 1107.25. The strike last trading price was 132, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct TATACHEM was trading at 1124.85. The strike last trading price was 130, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct TATACHEM was trading at 1143.30. The strike last trading price was 130, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct TATACHEM was trading at 1189.00. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct TATACHEM was trading at 1088.10. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct TATACHEM was trading at 1073.85. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct TATACHEM was trading at 1100.35. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct TATACHEM was trading at 1099.00. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct TATACHEM was trading at 1104.50. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct TATACHEM was trading at 1151.20. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct TATACHEM was trading at 1105.35. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct TATACHEM was trading at 1085.70. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct TATACHEM was trading at 1077.65. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct TATACHEM was trading at 1128.65. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct TATACHEM was trading at 1133.05. The strike last trading price was 127.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct TATACHEM was trading at 1132.60. The strike last trading price was 127.2, which was -7.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept TATACHEM was trading at 1091.10. The strike last trading price was 134.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept TATACHEM was trading at 1067.20. The strike last trading price was 134.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept TATACHEM was trading at 1054.45. The strike last trading price was 134.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept TATACHEM was trading at 1034.10. The strike last trading price was 134.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept TATACHEM was trading at 1025.70. The strike last trading price was 134.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept TATACHEM was trading at 1022.50. The strike last trading price was 134.4, which was 134.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept TATACHEM was trading at 1062.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept TATACHEM was trading at 1056.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept TATACHEM was trading at 1081.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept TATACHEM was trading at 1084.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACHEM 28NOV2024 1000 PE
Delta: -0.16
Vega: 0.36
Theta: -0.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1045.10 4.5 1.05 35.54 1,118 45 787
20 Nov 1068.25 3.45 0.00 35.57 654 -17 742
19 Nov 1068.25 3.45 -0.85 35.57 654 -17 742
18 Nov 1058.95 4.3 -1.05 34.38 550 8 760
14 Nov 1058.55 5.35 -3.15 31.47 574 -61 753
13 Nov 1041.15 8.5 2.45 32.18 1,146 -11 817
12 Nov 1072.35 6.05 1.65 33.85 577 51 832
11 Nov 1096.55 4.4 -0.10 36.25 710 124 784
8 Nov 1101.50 4.5 0.35 35.39 618 81 661
7 Nov 1120.25 4.15 1.00 37.61 416 -16 579
6 Nov 1150.55 3.15 -1.90 40.10 482 17 597
5 Nov 1129.80 5.05 -1.30 39.71 518 -19 582
4 Nov 1125.75 6.35 0.70 41.41 570 33 601
1 Nov 1154.75 5.65 0.55 42.38 67 -25 567
31 Oct 1148.90 5.1 -1.65 - 335 118 596
30 Oct 1131.75 6.75 -4.85 - 534 -4 507
29 Oct 1096.20 11.6 -1.40 - 319 -13 511
28 Oct 1091.65 13 -8.70 - 361 94 544
25 Oct 1064.75 21.7 9.45 - 419 134 450
24 Oct 1107.25 12.25 0.60 - 120 50 315
23 Oct 1124.85 11.65 1.70 - 212 13 264
22 Oct 1143.30 9.95 2.85 - 1,635 -22 252
21 Oct 1189.00 7.1 -6.15 - 19 -17 275
18 Oct 1088.10 13.25 -2.25 - 2 0 294
17 Oct 1073.85 15.5 0.00 - 0 0 0
16 Oct 1100.35 15.5 0.00 - 0 0 0
15 Oct 1099.00 15.5 0.00 - 0 178 0
14 Oct 1104.50 15.5 -0.20 - 378 174 290
11 Oct 1183.10 15.7 0.00 - 0 0 0
10 Oct 1151.20 15.7 0.00 - 0 3 0
9 Oct 1105.35 15.7 -1.20 - 19 4 117
8 Oct 1085.70 16.9 -4.35 - 16 -4 112
7 Oct 1077.65 21.25 9.25 - 38 -3 116
4 Oct 1128.65 12 2.00 - 53 34 119
3 Oct 1133.05 10 1.60 - 33 11 85
1 Oct 1132.60 8.4 -4.20 - 43 24 71
30 Sept 1091.10 12.6 -2.40 - 18 6 46
27 Sept 1067.20 15 -4.00 - 47 34 40
26 Sept 1054.45 19 -11.00 - 13 -1 6
23 Sept 1034.10 30 -2.40 - 2 0 6
20 Sept 1025.70 32.4 -11.60 - 7 2 5
19 Sept 1022.50 44 0.85 - 2 1 2
10 Sept 1062.85 43.15 0.00 - 0 0 0
6 Sept 1056.65 43.15 0.00 - 0 0 0
5 Sept 1081.25 43.15 0.00 - 0 0 0
2 Sept 1084.15 43.15 - 0 0 0


For Tata Chemicals Ltd - strike price 1000 expiring on 28NOV2024

Delta for 1000 PE is -0.16

Historical price for 1000 PE is as follows

On 21 Nov TATACHEM was trading at 1045.10. The strike last trading price was 4.5, which was 1.05 higher than the previous day. The implied volatity was 35.54, the open interest changed by 45 which increased total open position to 787


On 20 Nov TATACHEM was trading at 1068.25. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 35.57, the open interest changed by -17 which decreased total open position to 742


On 19 Nov TATACHEM was trading at 1068.25. The strike last trading price was 3.45, which was -0.85 lower than the previous day. The implied volatity was 35.57, the open interest changed by -17 which decreased total open position to 742


On 18 Nov TATACHEM was trading at 1058.95. The strike last trading price was 4.3, which was -1.05 lower than the previous day. The implied volatity was 34.38, the open interest changed by 8 which increased total open position to 760


On 14 Nov TATACHEM was trading at 1058.55. The strike last trading price was 5.35, which was -3.15 lower than the previous day. The implied volatity was 31.47, the open interest changed by -61 which decreased total open position to 753


On 13 Nov TATACHEM was trading at 1041.15. The strike last trading price was 8.5, which was 2.45 higher than the previous day. The implied volatity was 32.18, the open interest changed by -11 which decreased total open position to 817


On 12 Nov TATACHEM was trading at 1072.35. The strike last trading price was 6.05, which was 1.65 higher than the previous day. The implied volatity was 33.85, the open interest changed by 51 which increased total open position to 832


On 11 Nov TATACHEM was trading at 1096.55. The strike last trading price was 4.4, which was -0.10 lower than the previous day. The implied volatity was 36.25, the open interest changed by 124 which increased total open position to 784


On 8 Nov TATACHEM was trading at 1101.50. The strike last trading price was 4.5, which was 0.35 higher than the previous day. The implied volatity was 35.39, the open interest changed by 81 which increased total open position to 661


On 7 Nov TATACHEM was trading at 1120.25. The strike last trading price was 4.15, which was 1.00 higher than the previous day. The implied volatity was 37.61, the open interest changed by -16 which decreased total open position to 579


On 6 Nov TATACHEM was trading at 1150.55. The strike last trading price was 3.15, which was -1.90 lower than the previous day. The implied volatity was 40.10, the open interest changed by 17 which increased total open position to 597


On 5 Nov TATACHEM was trading at 1129.80. The strike last trading price was 5.05, which was -1.30 lower than the previous day. The implied volatity was 39.71, the open interest changed by -19 which decreased total open position to 582


On 4 Nov TATACHEM was trading at 1125.75. The strike last trading price was 6.35, which was 0.70 higher than the previous day. The implied volatity was 41.41, the open interest changed by 33 which increased total open position to 601


On 1 Nov TATACHEM was trading at 1154.75. The strike last trading price was 5.65, which was 0.55 higher than the previous day. The implied volatity was 42.38, the open interest changed by -25 which decreased total open position to 567


On 31 Oct TATACHEM was trading at 1148.90. The strike last trading price was 5.1, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TATACHEM was trading at 1131.75. The strike last trading price was 6.75, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATACHEM was trading at 1096.20. The strike last trading price was 11.6, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TATACHEM was trading at 1091.65. The strike last trading price was 13, which was -8.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct TATACHEM was trading at 1064.75. The strike last trading price was 21.7, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct TATACHEM was trading at 1107.25. The strike last trading price was 12.25, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct TATACHEM was trading at 1124.85. The strike last trading price was 11.65, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct TATACHEM was trading at 1143.30. The strike last trading price was 9.95, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct TATACHEM was trading at 1189.00. The strike last trading price was 7.1, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct TATACHEM was trading at 1088.10. The strike last trading price was 13.25, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct TATACHEM was trading at 1073.85. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct TATACHEM was trading at 1100.35. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct TATACHEM was trading at 1099.00. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct TATACHEM was trading at 1104.50. The strike last trading price was 15.5, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct TATACHEM was trading at 1183.10. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct TATACHEM was trading at 1151.20. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct TATACHEM was trading at 1105.35. The strike last trading price was 15.7, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct TATACHEM was trading at 1085.70. The strike last trading price was 16.9, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct TATACHEM was trading at 1077.65. The strike last trading price was 21.25, which was 9.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct TATACHEM was trading at 1128.65. The strike last trading price was 12, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct TATACHEM was trading at 1133.05. The strike last trading price was 10, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct TATACHEM was trading at 1132.60. The strike last trading price was 8.4, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept TATACHEM was trading at 1091.10. The strike last trading price was 12.6, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept TATACHEM was trading at 1067.20. The strike last trading price was 15, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept TATACHEM was trading at 1054.45. The strike last trading price was 19, which was -11.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept TATACHEM was trading at 1034.10. The strike last trading price was 30, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept TATACHEM was trading at 1025.70. The strike last trading price was 32.4, which was -11.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept TATACHEM was trading at 1022.50. The strike last trading price was 44, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept TATACHEM was trading at 1062.85. The strike last trading price was 43.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept TATACHEM was trading at 1056.65. The strike last trading price was 43.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept TATACHEM was trading at 1081.25. The strike last trading price was 43.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept TATACHEM was trading at 1084.15. The strike last trading price was 43.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to